+132.3%
HON vs GWRE
+131.0%
+1.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.5% | -13.2% | +9.8% | -1.1% |
| 30D | -13.8% | -18.6% | +4.8% | -11.4% |
| 3M | -11.7% | +18.9% | -30.6% | -16.1% |
| 6M | -18.7% | -11.0% | -7.8% | -19.2% |
| YTD | +0.2% | -29.9% | +30.1% | +4.2% |
| 1Y | -3.1% | -44.3% | +41.3% | +6.0% |
| 3Y | +17.0% | +51.7% | -34.7% | -3.8% |
| 5Y | +2.0% | +15.4% | -13.4% | -11.5% |
| All | +132.3% | +131.0% | +1.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling